NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 103.71 104.34 0.63 0.6% 101.68
High 104.50 104.50 0.00 0.0% 104.50
Low 103.64 103.57 -0.07 -0.1% 101.52
Close 104.35 104.11 -0.24 -0.2% 104.35
Range 0.86 0.93 0.07 8.1% 2.98
ATR 1.17 1.16 -0.02 -1.5% 0.00
Volume 160,563 174,387 13,824 8.6% 1,060,117
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 106.85 106.41 104.62
R3 105.92 105.48 104.37
R2 104.99 104.99 104.28
R1 104.55 104.55 104.20 104.31
PP 104.06 104.06 104.06 103.94
S1 103.62 103.62 104.02 103.38
S2 103.13 103.13 103.94
S3 102.20 102.69 103.85
S4 101.27 101.76 103.60
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 112.40 111.35 105.99
R3 109.42 108.37 105.17
R2 106.44 106.44 104.90
R1 105.39 105.39 104.62 105.92
PP 103.46 103.46 103.46 103.72
S1 102.41 102.41 104.08 102.94
S2 100.48 100.48 103.80
S3 97.50 99.43 103.53
S4 94.52 96.45 102.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.50 101.69 2.81 2.7% 1.06 1.0% 86% True False 203,205
10 104.50 99.72 4.78 4.6% 1.05 1.0% 92% True False 183,900
20 104.50 98.10 6.40 6.1% 1.10 1.1% 94% True False 137,098
40 104.50 97.30 7.20 6.9% 1.17 1.1% 95% True False 93,576
60 104.50 95.73 8.77 8.4% 1.24 1.2% 96% True False 73,417
80 104.50 92.85 11.65 11.2% 1.21 1.2% 97% True False 59,593
100 104.50 90.40 14.10 13.5% 1.20 1.2% 97% True False 50,248
120 104.50 90.40 14.10 13.5% 1.12 1.1% 97% True False 43,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.45
2.618 106.93
1.618 106.00
1.000 105.43
0.618 105.07
HIGH 104.50
0.618 104.14
0.500 104.04
0.382 103.93
LOW 103.57
0.618 103.00
1.000 102.64
1.618 102.07
2.618 101.14
4.250 99.62
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 104.09 104.08
PP 104.06 104.05
S1 104.04 104.03

These figures are updated between 7pm and 10pm EST after a trading day.

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